-24.0%
DUOL vs FIVE
+42.1%
-66.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.6% | -9.4% | -5.1% |
| 7D | +14.0% | +6.2% | +7.8% | +12.7% |
| 30D | +2.9% | +18.2% | -15.3% | -0.5% |
| 3M | +17.8% | +3.8% | +14.0% | +16.5% |
| 6M | +42.8% | +13.7% | +29.1% | +37.6% |
| YTD | -12.1% | +34.7% | -46.8% | -19.2% |
| 1Y | -23.3% | +66.6% | -90.0% | -33.2% |
| 3Y | -24.0% | +44.3% | -68.3% | -40.8% |
| All | -24.0% | +42.1% | -66.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling